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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
207	Value Factor – CAPE Effect within Countries	Yearly	equities	14.7%	26.1%	country picking, factor investing, rotational system, smart beta, value
229	Earnings Quality Factor	Yearly	equities	7.95%	5.91%	equity long short, factor investing, fundamental analysis, smart beta, stock picking
237	Dispersion Trading	Monthly	equities	15.39%	13.86%	factor investing, smart beta, volatility effect, volatility premium
238	Reversal in Post-Earnings Announcement Drift	Daily	equities	40.32%		earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
271	Earnings Announcements Combined with Stock Repurchases	Daily	equities	25.2%	11.11%	earnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
281	Skewness Effect in Commodities	Monthly	commodities	8.01%	10.2%	factor investing, smart beta, volatility effect
290	Consistent Momentum Strategy	6 Months	equities	16.08%	25.33%	equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
307	Reversal During Earnings-Announcements	Daily	equities	6.5%	3.76%	earnings announcement, equity long short, reversal, stock picking, trading earnings
376	Combining Fundamental FSCORE and Equity Short-Term Reversals	Monthly	equities	12.01%	20.61%	equity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking, value
419	Payday Anomaly	Daily	equities	2.57%	4.31%	market timing, seasonality
460	ESG Level Factor Investing Strategy	Yearly	equities	3.25%		alternative data, equity long short, ESG investing, factor investing, smart beta, stock picking
461	ESG Factor Momentum Strategy	Monthly	equities	2.23%	2.5%	alternative data, equity long short, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking
522	ESG, Price Momentum and Stochastic Optimization	Monthly	equities	17.47%	13.49%	alternative data, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking
537	The Positive Similarity of Company Filings and Stock Returns	Monthly	equities	5.47%	6.48%	alternative data, equity long short, factor investing, fundamental analysis, machine learning, smart beta, stock picking
578	Combining Smart Factors Momentum and Market Portfolio	Monthly	equities	11.91%	10.46%	equity long short, factor allocation, factor investing, momentum, rotational system, smart beta, stock picking, value
661	Market Sentiment and an Overnight Anomaly	Daily	equities	15.58%	7.33%	alternative data, machine learning, market timing, sentiment trading, trend-following
662	How to Use Lexical Density of Company Filings	Monthly	equities	8.16%	10.4%	alternative data, equity long short, machine learning
663	R&D Expenditures and Stock Returns	Yearly	equities	4.67%	8.2%	equity long short, smart beta, stock picking
664	Return Asymmetry Effect in Commodity Futures	Monthly	commodities	4.36%	7.53%	smart beta
701	Rebalancing Premium in Cryptocurrencies	Daily	cryptos	7.65%	2.62%	cryptocurrencies, diversification, short selling